-46.3%
VXX vs FE
+11.2%
-57.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | +2.0% | -1.4% | +3.3% | +1.9% |
| 30D | -7.1% | -1.9% | -5.2% | -7.2% |
| 3M | -28.6% | -0.2% | -28.5% | -28.4% |
| 6M | -44.0% | -7.1% | -36.9% | -44.5% |
| YTD | -31.7% | +6.1% | -37.9% | -31.2% |
| 1Y | -46.3% | +10.1% | -56.4% | -42.1% |
| All | -46.3% | +11.2% | -57.5% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling